GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA

This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of about 3000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research in some cases.Comment: 21 pages, 5 figures; Comput. Phys. Commun., accepted, 201

Fast, non-monte-carlo estimation of transient performance variation due to device mismatch

This paper describes an efficient way of simulating the effects of device random mismatch on circuit transient characteristics, such as variations in delay or in frequency. The proposed method models DC random offsets as equivalent AC pseudo-noises and leverages the fast, linear periodically time-varying (LPTV) noise analysis available from RF circuit simulators. Therefore, the method can be considered as an extension to DC match analysis and offers a large speed-up compared to the traditional Monte-Carlo analysis. Although the assumed linear perturbation model is valid only for small variations, it enables easy ways to estimate correlations among variations and identify the most sensitive design parameters to mismatch, all at no additional simulation cost. Three benchmarks measuring the variations in the input offset voltage of a clocked comparator, the delay of a logic path, and the frequency of an oscillator demonstrate the speed improvement of about 100-1000x compared to a 1000-point Monte-Carlo method

Regression Monte Carlo for Microgrid Management

We study an islanded microgrid system designed to supply a small village with the power produced by photovoltaic panels, wind turbines and a diesel generator. A battery storage system device is used to shift power from times of high renewable production to times of high demand. We introduce a methodology to solve microgrid management problem using different variants of Regression Monte Carlo algorithms and use numerical simulations to infer results about the optimal design of the grid.Comment: CEMRACS 2017 Summer project - proceedings

Increasing throughput in IEEE 802.11 by optimal selection of backoff parameters

Engineering and Physical Sciences Research Council. Grant Number: EP/G012628/

Cluster Monte Carlo Algorithms for Dissipative Quantum Systems

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of cluster algorithms and the treatment of long-range interactions. Dissipative quantum spins and resistively shunted Josephson junctions will be considered.Comment: to be publushed in Proceedings of the Yukawa Symposium 200